Assignment06-2010 - coin iF the proportion oF heads is to...

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AEB 6571 - Econometric Methods I Assignment 6 Charles B. Moss October 8, 2010 1. Suppose y = 0 + ± ; X 0 ± n a . s . 0; X 0 X n a . s . M is fnite and positive defnite. Demonstrate that β n =( X 0 X/n ) 1 ( X 0 y/n ) implies β n a . s . β 0 . 2. Defning the characteristic Function oF the normal distribution as f ( λ )=E[exp( iλx )] (1) Take the second-order Taylor series expansion around λ =0. 3. Question 5, Page 110 Amemiya There is a coin which produces heads with an unknown probability p . How many times should we throw this
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Unformatted text preview: coin iF the proportion oF heads is to lie within 0.05 oF p with probability at least 0.9? 4. Question 9, Page 110 Amemiya Suppose { X i } are i.i.d. with E [ X ] = 0 and V [ X ] = 2 < . (a) Obtain plim n n 1 n X i =1 ( X i + X i +1 ) . (2) 1 (b) Obtain the limit distribution of n 1 / 2 n X i =1 ( X i + X i +1 ) . (3) 2...
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Assignment06-2010 - coin iF the proportion oF heads is to...

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